+22,462.1%
PH vs MOD
+1,673.7%
+20,788.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -21.4% | +17.8% | +1.5% |
| 7D | -0.2% | -31.3% | +31.1% | +8.5% |
| 30D | -6.7% | -46.1% | +39.4% | +7.3% |
| 3M | -8.1% | -51.1% | +43.0% | +7.5% |
| 6M | +5.3% | -62.1% | +67.4% | +28.5% |
| YTD | +4.2% | -26.2% | +30.4% | +6.2% |
| 1Y | +19.3% | -32.6% | +51.9% | +23.0% |
| 3Y | +133.9% | +133.8% | 0.0% | +65.0% |
| 5Y | +197.7% | +792.8% | -595.1% | +44.5% |
| 10Y | +776.5% | +959.8% | -183.3% | +253.7% |
| All | +22,462.1% | +1,673.7% | +20,788.4% | +6,519.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling